Auto Internet Connetion on Start-up

[joseph]

I'm running Windows XP.

When I switch my computer on and XP loads, the first thing
that happens is my Dial-up Network connection dials up to
the internet. If I press the 'cancel' button, it just
dials again until it has connected. After connection
there seems to be data transfer but no programs open up.

Why does it do this?

How can I stop it?

Many thanks.

Joe